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Herwartz, Helmut
42
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15
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4
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3
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Journal of international money and finance
5
Economics letters
4
International journal of forecasting
4
Journal of econometrics
4
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
4
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied financial economics
2
Journal of applied econometrics
2
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2
Review of world economics
2
The European journal of finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
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1
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1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
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1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Health care management science
1
International economic journal
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International journal of intelligent systems in accounting finance & management : IJSAFM
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Jahrbücher für Nationalökonomie und Statistik
1
Japan and the world economy : international journal of theory and policy
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
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Macroeconomic dynamics
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Metall : Fachzeitschrift für Metallurgie ; Technik, Wissenschaft, Wirtschaft
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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1
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10007278378
Saved in:
2
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10007298237
Saved in:
3
Time-varying market price of risk in the CAPM : approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10009918830
Saved in:
4
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10007240033
Saved in:
5
Testing for Causality in Variance Using Multivariate GARCH Models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
(
2008
)
89
,
pp. 215
Persistent link: https://www.econbiz.de/10008307915
Saved in:
6
Metall-Special: Hochschulkupfersymposium - Ausscheidungsuntersuchungen an höherfesten und hochleitfähigen CuNi2Si-Legierungen -- Teil 2: Spannungsrelaxation
Kinder, J.
;
Fähnle, G.
;
Hafner, C.
;
Held, F.-J.
- In:
Metall : Fachzeitschrift für Metallurgie ; Technik, …
60
(
2006
)
11
,
pp. 708-713
Persistent link: https://www.econbiz.de/10007383006
Saved in:
7
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian
- In:
Applied financial economics
21
(
2011
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10008768320
Saved in:
8
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
;
Hafner, Christian
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010029889
Saved in:
9
Supersanctions and sovereign debt repayment
Herwartz, H.
;
Xu, F.
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10008348491
Saved in:
10
Articles - Structural analysis of portfolio risk using beta impulse response functions
Hafner, C.M.
;
Herwartz, H.
- In:
Statistica Neerlandica : journal of the Netherlands …
52
(
1998
)
3
,
pp. 336-355
Persistent link: https://www.econbiz.de/10006464320
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